| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
10,471.0 |
10,444.0 |
-27.0 |
-0.3% |
10,679.0 |
| High |
10,545.0 |
10,741.5 |
196.5 |
1.9% |
10,693.0 |
| Low |
10,400.0 |
10,420.0 |
20.0 |
0.2% |
10,400.0 |
| Close |
10,527.0 |
10,696.0 |
169.0 |
1.6% |
10,527.0 |
| Range |
145.0 |
321.5 |
176.5 |
121.7% |
293.0 |
| ATR |
147.3 |
159.8 |
12.4 |
8.4% |
0.0 |
| Volume |
136,172 |
102,255 |
-33,917 |
-24.9% |
565,921 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,583.7 |
11,461.3 |
10,872.8 |
|
| R3 |
11,262.2 |
11,139.8 |
10,784.4 |
|
| R2 |
10,940.7 |
10,940.7 |
10,754.9 |
|
| R1 |
10,818.3 |
10,818.3 |
10,725.5 |
10,879.5 |
| PP |
10,619.2 |
10,619.2 |
10,619.2 |
10,649.8 |
| S1 |
10,496.8 |
10,496.8 |
10,666.5 |
10,558.0 |
| S2 |
10,297.7 |
10,297.7 |
10,637.1 |
|
| S3 |
9,976.2 |
10,175.3 |
10,607.6 |
|
| S4 |
9,654.7 |
9,853.8 |
10,519.2 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,419.0 |
11,266.0 |
10,688.2 |
|
| R3 |
11,126.0 |
10,973.0 |
10,607.6 |
|
| R2 |
10,833.0 |
10,833.0 |
10,580.7 |
|
| R1 |
10,680.0 |
10,680.0 |
10,553.9 |
10,610.0 |
| PP |
10,540.0 |
10,540.0 |
10,540.0 |
10,505.0 |
| S1 |
10,387.0 |
10,387.0 |
10,500.1 |
10,317.0 |
| S2 |
10,247.0 |
10,247.0 |
10,473.3 |
|
| S3 |
9,954.0 |
10,094.0 |
10,446.4 |
|
| S4 |
9,661.0 |
9,801.0 |
10,365.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,741.5 |
10,400.0 |
341.5 |
3.2% |
163.0 |
1.5% |
87% |
True |
False |
112,804 |
| 10 |
10,781.5 |
10,400.0 |
381.5 |
3.6% |
139.2 |
1.3% |
78% |
False |
False |
97,681 |
| 20 |
10,798.0 |
10,013.0 |
785.0 |
7.3% |
164.5 |
1.5% |
87% |
False |
False |
104,719 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
148.5 |
1.4% |
84% |
False |
False |
98,770 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
155.8 |
1.5% |
84% |
False |
False |
97,384 |
| 80 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
149.5 |
1.4% |
84% |
False |
False |
73,304 |
| 100 |
10,826.0 |
9,903.0 |
923.0 |
8.6% |
142.8 |
1.3% |
86% |
False |
False |
58,671 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.5% |
150.5 |
1.4% |
92% |
False |
False |
48,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,107.9 |
|
2.618 |
11,583.2 |
|
1.618 |
11,261.7 |
|
1.000 |
11,063.0 |
|
0.618 |
10,940.2 |
|
HIGH |
10,741.5 |
|
0.618 |
10,618.7 |
|
0.500 |
10,580.8 |
|
0.382 |
10,542.8 |
|
LOW |
10,420.0 |
|
0.618 |
10,221.3 |
|
1.000 |
10,098.5 |
|
1.618 |
9,899.8 |
|
2.618 |
9,578.3 |
|
4.250 |
9,053.6 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,657.6 |
10,654.3 |
| PP |
10,619.2 |
10,612.5 |
| S1 |
10,580.8 |
10,570.8 |
|